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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -29,651 20,137 0.525830 1.111756
1 equities 1170E1 VIX FUTURES -42,744 8,648 -0.305172 0.031508
2 equities 239742 RUSSELL E-MINI -32,978 4,616 -0.424180 -0.482532
3 equities 12460+ DJIA Consolidated 13,253 -7,184 -0.303398 -0.068296
4 equities 209742 NASDAQ MINI -1,590 -9,215 -1.194000 -1.205141
5 equities 240741 NIKKEI STOCK AVERAGE -1,636 609 0.685114 1.084463
6 rates 043602 UST 10Y NOTE -409,834 -15,033 1.335312 1.701429
7 rates 044601 UST 5Y NOTE -1,392,131 42,859 -1.352040 -1.273589
8 rates 042601 UST 2Y NOTE -981,315 14,523 -0.311102 0.795133
9 rates 020601 UST BOND 37,614 12,819 1.825476 1.858776
10 rates 045601 FED FUNDS 64,283 9,032 0.761906 1.410866
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 4,158 656 1.174658 0.103465
13 currencies 097741 JAPANESE YEN -158,189 -12,906 -0.663196 -1.202082
14 currencies 099741 EURO FX 56,988 16,014 0.959564 -0.228780
15 currencies 096742 BRITISH POUND 28,288 25,199 0.349469 0.297375
16 currencies 232741 AUSTRALIAN DOLLAR -49,857 5,884 1.872797 1.026168
17 currencies 090741 CANADIAN DOLLAR -88,911 4,256 -1.128613 -1.517395
18 currencies 095741 MEXICAN PESO 121,086 2,994 -0.023219 0.887248
19 currencies 112741 NZ DOLLAR 2,046 3,416 1.113024 0.833899
20 currencies 092741 SWISS FRANC -45,890 -3,802 -1.148720 -1.685170
21 commodities 133741 BITCOIN -905 102 -0.186904 0.656509
22 commodities 06765T BRENT LAST DAY -29,690 2,213 -0.674621 -0.954959
23 commodities 088691 GOLD 246,865 -10,504 1.315775 1.231609
24 commodities 085692 COPPER- #1 62,225 -5,823 0.875669 1.480194
25 commodities 023651 NAT GAS NYME -75,923 14,006 2.065721 1.478809
26 commodities 111659 GASOLINE RBOB 46,219 -905 -1.371118 -2.074055
27 commodities 022651 NY HARBOR ULSD 23,681 6,841 2.236031 0.515187
28 commodities 084691 SILVER 54,316 -655 0.620113 1.168695
29 commodities 076651 PLATINUM 31,067 -85 1.468256 1.779722
30 commodities 002602 CORN -68,090 -12,789 1.106262 1.591688
31 commodities 005602 SOYBEANS -25,559 14,665 1.722018 0.899855
32 commodities 001602 WHEAT-SRW -17,268 2,264 1.266767 1.481659
33 commodities 001612 WHEAT-HRW -2,935 6,226 1.704497 2.291666
34 commodities 057642 LIVE CATTLE 86,353 13,318 0.807641 1.182437
35 commodities 054642 LEAN HOGS 47,198 -12,686 -2.016919 -0.082261
36 commodities 080732 SUGAR NO. 11 -15,512 440 -1.368894 -1.711371
37 commodities 033661 COTTON NO. 2 8,275 9,028 -1.049951 -0.927433
38 commodities 083731 COFFEE C 64,567 3,531 0.174510 0.828417
39 commodities 073732 COCOA 19,133 3,141 -0.504839 -1.078154
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 5,298 648 2.141534 2.873445

Plotting plotly¶

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